Work

An efficient third-order scheme for BSDEs based on nonequidistant difference scheme

Year: 2019

Type: article

Source: Numerical Algorithms

DOI: 10.1007/s11075-019-00822-7

Authors: Chol-Kyu Pak, Mun-Chol Kim, Chang-Ho Rim

Institution: Kim Il-sung University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2986141289

FWCI: 0.288

Cites: 16

Cited by: 3

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